Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 1 1 3 3 2 2 12 12
Dealing with the Inventory Risk. A solution to the market making problem 1 3 17 73 4 14 63 183
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 3 4 22 46 6 10 52 77
General Intensity Shapes in Optimal Liquidation 0 0 3 23 1 2 13 69
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 1 11 37 3 6 30 67
Optimal Portfolio Liquidation with Limit Orders 1 3 6 59 4 8 24 141
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 1 2 9 9
Optimal algorithmic trading and market microstructure 4 8 22 159 5 15 36 216
Optimal posting price of limit orders: learning by trading 1 1 5 45 1 2 7 123
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 2 31 1 3 6 52
Optimal split of orders across liquidity pools: a stochastic algorithm approach 1 1 1 83 2 3 8 150
Optimal starting times, stopping times and risk measures for algorithmic trading 1 2 6 49 3 6 26 105
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 1 3 5 46 1 3 8 63
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 2 6 46 0 0 5 101
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 12 29 1 3 21 47
Simulating and analyzing order book data: The queue-reactive model 0 0 15 15 0 0 21 21
Total Working Papers 14 31 136 744 35 79 341 1,436


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 2 3 6 77 2 5 19 239
Real-time market microstructure analysis: online transaction cost analysis 0 0 0 0 1 5 5 5
Total Journal Articles 2 3 6 77 3 10 24 244


Statistics updated 2014-11-03